Page 496 - Jolliffe I. Principal Component Analysis
P. 496

Index
                              computation
                                                                      296
                                in (PC) regression 46, 168, 170,
                                                                  soft constraints 401
                                    173, 182, 412, 413          contingency tables 79, 103, 106, 461
                                of factors 154, 364                   107, 340–343, 375, 385
                                of PCs 7, 8, 29, 46, 90, 364      see also interactions, principal
                                  efficient calculation 407–414         axes
                                  in computer packages 407, 408  continuum regression 184
                                parallel processing 413, 414    contours of constant probability
                                using neural networks 400, 413,       16, 18, 23, 33, 39, 54, 367,
                                    414                               368
                              see also biplots, correspondence    enclosing maximum volume 16
                                    analysis, principal co-     contrasts between variables 42, 57,
                                    ordinate analysis, singular       58, 67, 76, 81, 99, 162, 217,
                                    value decomposition               244, 245, 294, 297, 344, 347,
                              computationally intensive methods       349
                                    112, 120-127                convex hulls 81, 82, 214
                                see also bootstrap,             correlation between PCs and
                                    cross-validation, jackknife       variables 25, 141, 214, 404
                              computer languages 407-412        correlation vs. covariance
                              computer pack-                      for influence functions 250–251
                                    ages/libraries/software 25,   in discriminant analysis 204
                                    66, 150, 153, 162, 271, 407,  in factor analysis 156
                                    408                           in PCA 7, 10, 14, 21–26, 40, 42,
                                BMDP 407                              65, 74, 76, 83, 98, 134
                                EISPACK 411                       see also conditional
                                IMSL 411                              covariance/correlation
                                MATLAB 407                            matrices, influence
                                NAG 411                               functions, maximum
                                PRINCALS 375                          likelihood estimation,
                                R/S-PLUS 407-412                      partial correlation, robust
                                SAS 407                               estimation
                                SPSS 375, 407                   correspondence analysis 46, 79,
                              computer science 79                     102, 104–107, 338, 341–343,
                              concentration ellipses 97, 102          353, 372, 373, 375, 385, 386,
                              concurvities 378                        391
                              conditional covariance or           multiple correspondence analysis
                                    correlation matrix 15, 139        102, 343, 375, 376
                              confidence intervals, see interval  Cram´er–von Mises statistic 402
                                    estimation                    decomposition into ‘PCs’ 402
                              congruence coefficient 357          crime rates 147–149, 300
                              consensus components 356          cross-correlation asymmetric PCA
                              constraints on PCs 393, 401             401
                                constrained PCA 401             cross-validation 112, 120–127, 131,
                                contrast, homogeneous and             132, 175, 177, 185, 187, 239,
                                    sparsity constraints 295,         253
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